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authorHarpreet2016-09-03 00:34:27 +0530
committerHarpreet2016-09-03 00:34:27 +0530
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+/* $Id: ClpSimplexPrimal.hpp 1665 2011-01-04 17:55:54Z lou $ */
+// Copyright (C) 2002, International Business Machines
+// Corporation and others. All Rights Reserved.
+// This code is licensed under the terms of the Eclipse Public License (EPL).
+/*
+ Authors
+
+ John Forrest
+
+ */
+#ifndef ClpSimplexPrimal_H
+#define ClpSimplexPrimal_H
+
+#include "ClpSimplex.hpp"
+
+/** This solves LPs using the primal simplex method
+
+ It inherits from ClpSimplex. It has no data of its own and
+ is never created - only cast from a ClpSimplex object at algorithm time.
+
+*/
+
+class ClpSimplexPrimal : public ClpSimplex {
+
+public:
+
+ /**@name Description of algorithm */
+ //@{
+ /** Primal algorithm
+
+ Method
+
+ It tries to be a single phase approach with a weight of 1.0 being
+ given to getting optimal and a weight of infeasibilityCost_ being
+ given to getting primal feasible. In this version I have tried to
+ be clever in a stupid way. The idea of fake bounds in dual
+ seems to work so the primal analogue would be that of getting
+ bounds on reduced costs (by a presolve approach) and using
+ these for being above or below feasible region. I decided to waste
+ memory and keep these explicitly. This allows for non-linear
+ costs! I have not tested non-linear costs but will be glad
+ to do something if a reasonable example is provided.
+
+ The code is designed to take advantage of sparsity so arrays are
+ seldom zeroed out from scratch or gone over in their entirety.
+ The only exception is a full scan to find incoming variable for
+ Dantzig row choice. For steepest edge we keep an updated list
+ of dual infeasibilities (actually squares).
+ On easy problems we don't need full scan - just
+ pick first reasonable. This method has not been coded.
+
+ One problem is how to tackle degeneracy and accuracy. At present
+ I am using the modification of costs which I put in OSL and which was
+ extended by Gill et al. I am still not sure whether we will also
+ need explicit perturbation.
+
+ The flow of primal is three while loops as follows:
+
+ while (not finished) {
+
+ while (not clean solution) {
+
+ Factorize and/or clean up solution by changing bounds so
+ primal feasible. If looks finished check fake primal bounds.
+ Repeat until status is iterating (-1) or finished (0,1,2)
+
+ }
+
+ while (status==-1) {
+
+ Iterate until no pivot in or out or time to re-factorize.
+
+ Flow is:
+
+ choose pivot column (incoming variable). if none then
+ we are primal feasible so looks as if done but we need to
+ break and check bounds etc.
+
+ Get pivot column in tableau
+
+ Choose outgoing row. If we don't find one then we look
+ primal unbounded so break and check bounds etc. (Also the
+ pivot tolerance is larger after any iterations so that may be
+ reason)
+
+ If we do find outgoing row, we may have to adjust costs to
+ keep going forwards (anti-degeneracy). Check pivot will be stable
+ and if unstable throw away iteration and break to re-factorize.
+ If minor error re-factorize after iteration.
+
+ Update everything (this may involve changing bounds on
+ variables to stay primal feasible.
+
+ }
+
+ }
+
+ TODO's (or maybe not)
+
+ At present we never check we are going forwards. I overdid that in
+ OSL so will try and make a last resort.
+
+ Needs partial scan pivot in option.
+
+ May need other anti-degeneracy measures, especially if we try and use
+ loose tolerances as a way to solve in fewer iterations.
+
+ I like idea of dynamic scaling. This gives opportunity to decouple
+ different implications of scaling for accuracy, iteration count and
+ feasibility tolerance.
+
+ for use of exotic parameter startFinishoptions see Clpsimplex.hpp
+ */
+
+ int primal(int ifValuesPass = 0, int startFinishOptions = 0);
+ //@}
+
+ /**@name For advanced users */
+ //@{
+ /// Do not change infeasibility cost and always say optimal
+ void alwaysOptimal(bool onOff);
+ bool alwaysOptimal() const;
+ /** Normally outgoing variables can go out to slightly negative
+ values (but within tolerance) - this is to help stability and
+ and degeneracy. This can be switched off
+ */
+ void exactOutgoing(bool onOff);
+ bool exactOutgoing() const;
+ //@}
+
+ /**@name Functions used in primal */
+ //@{
+ /** This has the flow between re-factorizations
+
+ Returns a code to say where decision to exit was made
+ Problem status set to:
+
+ -2 re-factorize
+ -4 Looks optimal/infeasible
+ -5 Looks unbounded
+ +3 max iterations
+
+ valuesOption has original value of valuesPass
+ */
+ int whileIterating(int valuesOption);
+
+ /** Do last half of an iteration. This is split out so people can
+ force incoming variable. If solveType_ is 2 then this may
+ re-factorize while normally it would exit to re-factorize.
+ Return codes
+ Reasons to come out (normal mode/user mode):
+ -1 normal
+ -2 factorize now - good iteration/ NA
+ -3 slight inaccuracy - refactorize - iteration done/ same but factor done
+ -4 inaccuracy - refactorize - no iteration/ NA
+ -5 something flagged - go round again/ pivot not possible
+ +2 looks unbounded
+ +3 max iterations (iteration done)
+
+ With solveType_ ==2 this should
+ Pivot in a variable and choose an outgoing one. Assumes primal
+ feasible - will not go through a bound. Returns step length in theta
+ Returns ray in ray_
+ */
+ int pivotResult(int ifValuesPass = 0);
+
+
+ /** The primals are updated by the given array.
+ Returns number of infeasibilities.
+ After rowArray will have cost changes for use next iteration
+ */
+ int updatePrimalsInPrimal(CoinIndexedVector * rowArray,
+ double theta,
+ double & objectiveChange,
+ int valuesPass);
+ /**
+ Row array has pivot column
+ This chooses pivot row.
+ Rhs array is used for distance to next bound (for speed)
+ For speed, we may need to go to a bucket approach when many
+ variables go through bounds
+ If valuesPass non-zero then compute dj for direction
+ */
+ void primalRow(CoinIndexedVector * rowArray,
+ CoinIndexedVector * rhsArray,
+ CoinIndexedVector * spareArray,
+ int valuesPass);
+ /**
+ Chooses primal pivot column
+ updateArray has cost updates (also use pivotRow_ from last iteration)
+ Would be faster with separate region to scan
+ and will have this (with square of infeasibility) when steepest
+ For easy problems we can just choose one of the first columns we look at
+ */
+ void primalColumn(CoinIndexedVector * updateArray,
+ CoinIndexedVector * spareRow1,
+ CoinIndexedVector * spareRow2,
+ CoinIndexedVector * spareColumn1,
+ CoinIndexedVector * spareColumn2);
+
+ /** Checks if tentative optimal actually means unbounded in primal
+ Returns -3 if not, 2 if is unbounded */
+ int checkUnbounded(CoinIndexedVector * ray, CoinIndexedVector * spare,
+ double changeCost);
+ /** Refactorizes if necessary
+ Checks if finished. Updates status.
+ lastCleaned refers to iteration at which some objective/feasibility
+ cleaning too place.
+
+ type - 0 initial so set up save arrays etc
+ - 1 normal -if good update save
+ - 2 restoring from saved
+ saveModel is normally NULL but may not be if doing Sprint
+ */
+ void statusOfProblemInPrimal(int & lastCleaned, int type,
+ ClpSimplexProgress * progress,
+ bool doFactorization,
+ int ifValuesPass,
+ ClpSimplex * saveModel = NULL);
+ /// Perturbs problem (method depends on perturbation())
+ void perturb(int type);
+ /// Take off effect of perturbation and say whether to try dual
+ bool unPerturb();
+ /// Unflag all variables and return number unflagged
+ int unflag();
+ /** Get next superbasic -1 if none,
+ Normal type is 1
+ If type is 3 then initializes sorted list
+ if 2 uses list.
+ */
+ int nextSuperBasic(int superBasicType, CoinIndexedVector * columnArray);
+
+ /// Create primal ray
+ void primalRay(CoinIndexedVector * rowArray);
+ /// Clears all bits and clears rowArray[1] etc
+ void clearAll();
+
+ /// Sort of lexicographic resolve
+ int lexSolve();
+
+ //@}
+};
+#endif
+